+4.6%
TSLA vs PFGC
-5.1%
+9.7%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -0.5% | -5.4% | -5.9% |
| 7D | +1.5% | -2.2% | +3.7% | +1.8% |
| 30D | +10.1% | -11.9% | +22.1% | +11.9% |
| 3M | -15.4% | +5.0% | -20.4% | -15.9% |
| 6M | -12.8% | +8.6% | -21.4% | -14.3% |
| YTD | -21.3% | +9.7% | -31.0% | -22.3% |
| 1Y | +4.6% | -6.3% | +10.9% | +6.3% |
| All | +4.6% | -5.1% | +9.7% | +6.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PFGC.
Daily Out/Under-Performance
Portfolio return minus PFGC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFGC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded PFGC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling